I am a full-time consultant and provide services related to the design, implementation and deployment of mathematical programming, optimization and data-science applications. I also teach courses and workshops. Usually I cannot blog about projects I am doing, but there are many technical notes I'd like to share. Not in the least so I have an easy way to search and find them again myself. You can reach me at erwin@amsterdamoptimization.com.
Friday, August 1, 2008
Tobit models
Here are two versions of a well known Tobit regression model by Fair. It uses the hessian facilities and the invert tool to calculate standard errors and t-statistics for the maximum likelihood estimates.
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